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Unbiasedness of the Forward Exchange Rates

✍ Scribed by Gurdip S. Bakshi; Atsuyuki Naka

Book ID
109178068
Publisher
John Wiley and Sons
Year
1997
Tongue
English
Weight
855 KB
Volume
32
Category
Article
ISSN
0732-8516

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The day of the week on which the forward rate is quoted and the day of the week on which the corresponding one-period ahead spot rate matched to the delivery date of the forward contract is quoted may play a systematic role in the empirical estimates of the coefficient on the forward premium in test